ICE US Dollar Index Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
99.035 |
98.840 |
-0.195 |
-0.2% |
99.640 |
| High |
99.105 |
98.955 |
-0.150 |
-0.2% |
99.880 |
| Low |
98.790 |
96.885 |
-1.905 |
-1.9% |
98.450 |
| Close |
98.893 |
97.301 |
-1.592 |
-1.6% |
99.652 |
| Range |
0.315 |
2.070 |
1.755 |
557.1% |
1.430 |
| ATR |
0.690 |
0.788 |
0.099 |
14.3% |
0.000 |
| Volume |
19,634 |
60,539 |
40,905 |
208.3% |
154,519 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.924 |
102.682 |
98.440 |
|
| R3 |
101.854 |
100.612 |
97.870 |
|
| R2 |
99.784 |
99.784 |
97.681 |
|
| R1 |
98.542 |
98.542 |
97.491 |
98.128 |
| PP |
97.714 |
97.714 |
97.714 |
97.507 |
| S1 |
96.472 |
96.472 |
97.111 |
96.058 |
| S2 |
95.644 |
95.644 |
96.922 |
|
| S3 |
93.574 |
94.402 |
96.732 |
|
| S4 |
91.504 |
92.332 |
96.163 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.617 |
103.065 |
100.439 |
|
| R3 |
102.187 |
101.635 |
100.045 |
|
| R2 |
100.757 |
100.757 |
99.914 |
|
| R1 |
100.205 |
100.205 |
99.783 |
100.481 |
| PP |
99.327 |
99.327 |
99.327 |
99.466 |
| S1 |
98.775 |
98.775 |
99.521 |
99.051 |
| S2 |
97.897 |
97.897 |
99.390 |
|
| S3 |
96.467 |
97.345 |
99.259 |
|
| S4 |
95.037 |
95.915 |
98.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.880 |
96.885 |
2.995 |
3.1% |
1.033 |
1.1% |
14% |
False |
True |
39,269 |
| 10 |
99.950 |
96.885 |
3.065 |
3.2% |
0.792 |
0.8% |
14% |
False |
True |
35,741 |
| 20 |
99.950 |
96.885 |
3.065 |
3.2% |
0.754 |
0.8% |
14% |
False |
True |
34,780 |
| 40 |
99.950 |
96.885 |
3.065 |
3.2% |
0.720 |
0.7% |
14% |
False |
True |
29,892 |
| 60 |
100.700 |
96.885 |
3.815 |
3.9% |
0.707 |
0.7% |
11% |
False |
True |
21,144 |
| 80 |
100.700 |
94.050 |
6.650 |
6.8% |
0.695 |
0.7% |
49% |
False |
False |
15,982 |
| 100 |
100.700 |
94.050 |
6.650 |
6.8% |
0.688 |
0.7% |
49% |
False |
False |
12,815 |
| 120 |
100.700 |
93.125 |
7.575 |
7.8% |
0.679 |
0.7% |
55% |
False |
False |
10,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.753 |
|
2.618 |
104.374 |
|
1.618 |
102.304 |
|
1.000 |
101.025 |
|
0.618 |
100.234 |
|
HIGH |
98.955 |
|
0.618 |
98.164 |
|
0.500 |
97.920 |
|
0.382 |
97.676 |
|
LOW |
96.885 |
|
0.618 |
95.606 |
|
1.000 |
94.815 |
|
1.618 |
93.536 |
|
2.618 |
91.466 |
|
4.250 |
88.088 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
97.920 |
98.318 |
| PP |
97.714 |
97.979 |
| S1 |
97.507 |
97.640 |
|